The +P indicator is normally seen on loaded ammo, and indicates that it's loaded to higher than normal pressures. In the 257 Roberts case, normal SAAMI pressures call for a maximum of 45,000 CUP, or about 52K PSI. The ammo loaded to +P specs can go up to 50,000 CUP, or somewhere around 54-55,000 PSI. These are most often found in chamberings where older (weaker) rifles are comon, and yet have also been chambered in stronger, newer designs, as is the case with the Roberts. There shouldn't be any difference in the cases themselves, but that's not a given. They could also very well be somewhat heavier ro sturdier to handle the higher pressure loadings.

You see these mostly in pistol calibers, like the 38 Special and 9mm +P and +P+ (even higher pressure loadings), but they do exist in some rifle chamberings, too. Hope that helps.